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person:"Croux, Christophe"
subject:"Volatility"
~person:"Kapetanios, George"
~person:"Koop, Gary"
~subject:"VAR-Modell"
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Search: subject_exact:"Estimation theory"
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Volatility
VAR-Modell
Estimation theory
207
Schätztheorie
207
Time series analysis
75
Zeitreihenanalyse
75
Estimation
55
Schätzung
55
Regression analysis
50
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37
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36
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28
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36
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Croux, Christophe
Kapetanios, George
Koop, Gary
Lütkepohl, Helmut
51
Kilian, Lutz
29
Winker, Peter
24
Staszewska-Bystrova, Anna
23
Inoue, Atsushi
22
Koopman, Siem Jan
21
Teräsvirta, Timo
21
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19
Li, Jia
17
Kumar, Dilip
16
Gouriéroux, Christian
15
Li, Yingying
15
Sentana, Enrique
15
Maheswaran, S.
14
Tauchen, George Eugene
14
Andersen, Torben
13
Brandt, Michael W.
13
Chan, Joshua
13
Swanson, Norman R.
13
Diebold, Francis X.
12
Hafner, Christian M.
12
Kim, Donggyu
12
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12
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11
Mancino, Maria Elvira
11
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11
Athanasopoulos, George
10
Chevillon, Guillaume
10
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10
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10
Monfort, Alain
10
Silvennoinen, Annastiina
10
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9
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9
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9
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9
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ECONIS (ZBW)
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Bayesian modelling of TVP-VARs using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014316040
Saved in:
2
Fast, order-invariant Bayesian inference in VARs using the eigendecomposition of the error covariance matrix
Wu, Ping
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316242
Saved in:
3
Incorporating short data into large mixed- frequency VARs for regional nowcasting
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2023
Persistent link: https://www.econbiz.de/10014316254
Saved in:
4
Bayesian modeling of time-varying parameters using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014295302
Saved in:
5
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
6
New methods for timely estimates
Kapetanios, George
;
Marcellino, Massimiliano
; …
-
Europäische Kommission / Statistisches Amt
-
2020
-
2020 edition
Persistent link: https://www.econbiz.de/10012258732
Saved in:
7
Choosing between identification schemes in noisy-news models
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 99-136
Persistent link: https://www.econbiz.de/10013334632
Saved in:
8
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
-
2019
Persistent link: https://www.econbiz.de/10012223665
Saved in:
9
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
-
2019
Persistent link: https://www.econbiz.de/10012115020
Saved in:
10
Inducing sparsity and shrinkage in time-varying parameter models
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 669-683
Persistent link: https://www.econbiz.de/10012588006
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